+40.6%
GLW vs IEMG
+13.6%
+27.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.7% | -7.6% |
| 7D | -9.5% | -3.1% | -6.4% | -4.0% |
| 30D | -25.5% | -10.3% | -15.1% | -7.9% |
| 3M | -25.6% | -6.6% | -19.0% | -13.9% |
| 6M | -25.5% | -3.9% | -21.6% | -15.1% |
| YTD | +36.4% | +12.4% | +24.0% | +14.9% |
| 1Y | +40.6% | +13.9% | +26.7% | +15.5% |
| All | +40.6% | +13.6% | +27.0% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IEMG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling